-26.3%
U vs EMB
+9.5%
-35.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -0.5% |
| 7D | +24.4% | +0.5% | +23.9% | +22.5% |
| 30D | +7.4% | +0.9% | +6.5% | +4.6% |
| 3M | +16.8% | -2.1% | +18.9% | +23.7% |
| 6M | +78.8% | -2.2% | +81.0% | +90.6% |
| YTD | +14.0% | -0.6% | +14.6% | +16.0% |
| 1Y | +16.7% | +0.2% | +16.5% | +16.2% |
| 3Y | +86.4% | +29.5% | +56.8% | -4.2% |
| 5Y | -71.5% | +8.0% | -79.5% | -77.6% |
| All | -26.3% | +9.5% | -35.8% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling